Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Percent.price.extention.to.re.enter and PPOthreshold

BEST PARAMETERS
Percent.price.extention.to.re.enter = 30
PPOthreshold = -0.6
Profit account= 85 (per day adjusted to desire% DD )
Activity = 1.74 (Cumulative number of entries in all pairs per week)
Desire DD = 10

\[\\[.0005in]\]

Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Percent.price.extention.to.re.enter = 30 and PPOthreshold = -0.6

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
283 19159.40 861.62 5674.43 4 132 103 -18.9 30 -0.6 USDJPY 18.914767 52.868746 15860.624 10129.335 11.756151 0.1531998 No
43 5840.09 799.54 2110.46 3 53 43 -7.0 30 -0.6 EURGBP 7.034867 142.149105 42644.731 8301.636 10.383015 0.0662881 No
163 28381.45 853.11 10618.43 3 139 110 -35.4 30 -0.6 GBPUSD 35.394767 28.252764 8475.829 8018.544 9.399191 0.1629333 No
103 19166.26 858.41 7299.92 4 125 92 -24.3 30 -0.6 EURUSD 24.333067 41.096341 12328.902 7876.632 9.175838 0.1456181 No
193 21905.82 870.20 8711.55 4 182 151 -29.0 30 -0.6 NZDUSD 29.038500 34.437041 10331.112 7543.716 8.668945 0.2091473 No
313 43752.92 868.13 17975.80 4 221 176 -59.9 30 -0.6 XAUUSD 59.919333 16.689104 5006.731 7301.970 8.411149 0.2545702 No
13 21068.40 864.57 8730.62 4 162 135 -29.1 30 -0.6 AUDUSD 29.102067 34.361821 10308.546 7239.486 8.373510 0.1873764 No
223 9025.48 859.46 4338.47 3 93 74 -14.5 30 -0.6 USDCAD 14.461567 69.148801 20744.640 6241.011 7.261549 0.1082075 No
253 19519.60 873.78 11447.53 4 105 78 -38.2 30 -0.6 USDCHF 38.158433 26.206527 7861.958 5115.409 5.854344 0.1201675 No
133 19159.31 848.67 22370.02 4 163 122 -74.6 30 -0.6 GBPJPY 74.566733 13.410806 4023.242 2569.418 3.027582 0.1920652 No
73 34278.91 843.70 51536.59 5 143 102 -171.8 30 -0.6 EURJPY 171.788633 5.821107 1746.332 1995.412 2.365073 0.1694915 No

Results by pair

\[\\[.005in]\]

Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

\[\\[.005in]\]

Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

\[\\[.005in]\]
Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5